//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of forecasting"
~isPartOf:"Risks : open access journal"
~isPartOf:"Statistical Papers / Springer"
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Multivariate"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
96
Theory
96
Multivariate analysis
62
Multivariate distribution
61
Multivariate Verteilung
60
Multivariate Analyse
59
Time series analysis
46
Zeitreihenanalyse
46
Forecasting model
35
Prognoseverfahren
35
Volatility
35
Volatilität
35
Estimation theory
30
Schätztheorie
30
Statistical distribution
28
Statistische Verteilung
28
ARCH-Modell
24
Risikomaß
22
Risk measure
22
Capital income
21
Estimation
21
Kapitaleinkommen
21
Schätzung
21
Stochastic process
21
Stochastischer Prozess
21
Portfolio selection
18
Portfolio-Management
18
Regression analysis
18
Regressionsanalyse
18
Correlation
17
Korrelation
16
Risiko
15
Risk
15
Risikomanagement
14
Risk management
14
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Cluster analysis
12
Clusteranalyse
12
more ...
less ...
Online availability
All
Undetermined
8
Free
7
Type of publication
All
Article
24
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Language
All
English
24
Author
All
Caporin, Massimiliano
2
Hakim, Arief
2
Teräsvirta, Timo
2
Amendola, Alessandra
1
Andreani, Mila
1
Baruník, Jozef
1
Bauwens, Luc
1
Candila, Vincenzo
1
Catani, Paul
1
Chan, Felix
1
Fermanian, Jean-David
1
Graziano, Clara
1
Górka, Joanna
1
Halunga, Andreea G.
1
Hoti, Suhejla
1
Hua, Lei
1
Kuziak, Katarzyna
1
Kwan, W.
1
Laurini, Fabrizio
1
Li, Chenxing
1
Li, Wai Keung
1
Maheu, John M.
1
McAleer, Michael
1
McInnes, Alex
1
McNeil, Alexander J.
1
Morana, Claudio
1
Morelli, Giacomo
1
Ng, K. W.
1
Orme, Chris D.
1
Paruolo, Paolo
1
Petrella, Lea
1
Poignard, Benjamin
1
Rombouts, Jeroen V. K.
1
Savva, Christos S.
1
Shadat, Wasel
1
Silvennoinen, Annastiina
1
So, Mike K. P.
1
Storti, Giuseppe
1
Syuhada, Khreshna
1
Syuhada, Kreshna
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of forecasting
Risks : open access journal
Statistical Papers / Springer
Energy economics
31
Applied economics
21
Economic modelling
21
Research in international business and finance
19
Finance research letters
18
Journal of econometrics
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
The North American journal of economics and finance : a journal of financial economics studies
17
International review of financial analysis
16
Journal of banking & finance
16
Discussion paper / Tinbergen Institute
14
International review of economics & finance : IREF
13
Journal of empirical finance
13
International journal of forecasting
12
Journal of international financial markets, institutions & money
11
The European journal of finance
11
Computational economics
9
Econometric Institute research papers
9
Econometrics : open access journal
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
9
Applied economics letters
8
Journal of international money and finance
8
Journal of risk and financial management : JRFM
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Economics letters
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Journal of risk
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Working paper series / University of Zurich, Department of Economics
7
International Journal of Energy Economics and Policy : IJEEP
6
International Journal of Financial Studies : open access journal
6
Applied financial economics
5
CORE discussion paper : DP
5
CREATES research paper
5
Econometric theory
5
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
5
International journal of economics and financial issues : IJEFI
5
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
21
-
24
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
Variance (non) causality in
multivariate
GARCH
Caporin, Massimiliano
- In:
Econometric reviews
26
(
2007
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10003509003
Saved in:
22
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
23
Regular variation and extremal dependence of GARCH residuals with application to market risk measures
Laurini, Fabrizio
;
Tawn, Jonathan A.
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 146-169
Persistent link: https://www.econbiz.de/10003800712
Saved in:
24
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
Saved in:
First
Prev
1
2
3
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->